+45.2%
PL vs EXEL
+187.4%
-142.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +3.1% | +11.4% | +13.6% |
| 7D | +10.9% | +2.3% | +8.6% | +10.5% |
| 30D | -16.4% | +19.8% | -36.2% | -20.4% |
| 3M | -39.9% | +32.7% | -72.6% | -44.5% |
| 6M | -63.2% | +49.0% | -112.2% | -67.3% |
| YTD | -27.1% | +63.7% | -90.8% | -37.0% |
| 1Y | +12.2% | +75.8% | -63.6% | -4.7% |
| 3Y | +584.3% | +241.3% | +343.0% | +376.6% |
| 5Y | +37.0% | +289.0% | -252.1% | -6.6% |
| All | +45.2% | +187.4% | -142.3% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling